Title: THE MINIMAX ADMISSIBILITY OF LINEAR ESTIMATES FOR MULTIVARIATE REGRESSION COEFFICIENTS
Abstract: The Minimax admissibility of linear estimates with respect to restricted multivariate regression coefficient under matrix loss function is considered.A necessary and sufficient condition is given to ensure the Minimax admissibility for a class of linear estimates.
Publication Year: 2001
Publication Date: 2001-01-01
Language: en
Type: article
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